Hi Professor,
This document is to show my problem in finding the parametric approximation of the loglikelihood function.
One known fact:
where the x-axis is the irregular variance; the black line is the loglikelihood of one dataset at length 30 years, red line is the loglikelihood of the first 15 years, blue line is taking one half of the black line
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where the x-axis is the trend variance; the black line is the loglikelihood of one dataset at length 30 years, red line is the loglikelihood of the first 15 years, blue line is taking one half of the black
The 3D distribution of the loglikelihood is:(it may take some time to load the figure)